Consider the fourier transformable function- apply the
Consider the Fourier transformable function
which is an odd function of t. It cannot, therefore, be a legitimate autocorrelation function. Apply the Wiener-Khintchine theorem to arrive at this same conclusion.
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consider a pair of weakly stationary processes xt and yt show that the cross-correlations rxy and ryx of these two
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consider the fourier transformable functionwhich is an odd function of t it cannot therefore be a legitimate
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